• 2018 Autumn Seminar

    Sunday 9th September to Wednesday the 12th September 2018

    Trinity College – The Danson Room
    Broad Street, Oxford OX1 3BH

    The Malmaison Hotel
    Oxford Castle, 3 New Road, Oxford, OX1 1AY

    Venue Map

    The opportunity to speak at the London Quant Group autumn seminar has attracted outstanding speakers from academia and practitioners of quantitative finance. Talks shall cater to a broad range of interests; they shall be engaging, thought provoking and provide theoretical and practical insights to take away and implement. Click here to register. The seminar shall include three awesome dinners, lunches, and of course the annual punting challenge!

    Confirmed speakers listed in random order

    Ashley Lester

    Head of Multi-Asset Research, Schroders

    Jose Menchero

    Head of Portfolio Analytics Research, Bloomberg
    On the term structure of volatility

    Robert Macrae

    Associate, Systemic Risk Centre – LSE
    On factor stability

    Dori Levanoni

    Partner, First Quadrant

    Tim Nugent

    Senior Research Scientist at Thomson Reuters
    Risk mining real news

    Nick Baltas and Bernd Scherer 

    Nick Baltas is Head of portfolio construction, Goldman Sachs and  Bernd Scherer oversees portfolio management for private clients at Bankhaus Lampe
    Together they will discuss
    Tail Risk in the Cross Section of Alternative Risk Premium Strategies

    Steve Satchell

    University of Cambridge and Professor, Discipline of Finance, University of Sydney

    On minimum volatility and the importance of cross sectional volatility

    Pedro Saffi

    Reader, Cambridge Judge Business School
    On Securities Lending

    Matthias Uhl

    Executive Director, UBS

     

    Antonia Lim

    Global Head of Quantitative Research at Barclays
    Diversity and stability: a symbiotic relationship in asset allocation

     

    Nick Baltas and Bernd Scherer 

    Nick is Head of portfolio construction, Goldman Sachs, and Bernd oversees portfolio management for private clients atBankhaus Lampe
    Together they will discuss  On crowding.

    Ed Fishwick

    Managing Director and Global Co-Head of Risk and Quantitative Analysis, BlackRock It’s risky to forecast


    • Seminar accommodation
      Book now to guarantee both a seminar place and accommodation.
      We have reserved rooms at the Malmaison Hotel (previously the Oxford prison) and Trinity College at very advantageous rates. Room reservation and seminar registration are combined.

      Room bookings are for three nights from the evening of the 9th to the morning of the 12th September 2018. There are two room types at the Malmaison Hotel created from the old Oxford prison. Cell Rooms are the converted cells in cell block A. The “Standard Room” – is spacious and comfortable, they’re not old cells and they’re slightly cheaper. Trinity rooms are comfortable and excellent value.


      Dinners
      Informal dinner at the Malmaison on the evening of Sunday 9th.
      Formal dinner at Trinity on Monday the 10th
      Informal dinner at Cuttlefish Restaurant on Tuesday the 11th

      Annual Punting Challenge
      The annual punting challenge offers a unique opportunity to demonstrate your elegance, skill, fitness, power and luck in both punting and investment…

      Guests
      Guests are very welcome to all social events and guest tickets are available for £300

      Cost and Registration
      The fee for this seminar is £1050 plus the booking fee and whatever accommodation you choose and of course the VAT.  Apologies that the VAT and booking fees mean the final price to pay are sometimes very odd numbers!

      Click here to register


      The Punting Challenge in Detail

      The challenge is an opportunity to demonstrate elegance, skill, fitness, power and luck in both punting and investment.  It is also a chance to demonstrate asynchronous swimming, market-making, game theory, career planning, hedging, tail risk management, making and keeping friends.

      Punting is both easier and harder than it looks – but above all it is to be enjoyed with friends in a beautiful setting.  Practice and instruction are typically organised on the Sunday before the seminar actually starts and depending on demand, or need, also on the Monday.